+203.8%
DHR vs TSN
-4.9%
+208.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -3.6% | +3.0% | -6.7% | -4.2% |
| 30D | -2.7% | -4.2% | +1.4% | -2.1% |
| 3M | +10.9% | -3.9% | +14.8% | +11.6% |
| 6M | +3.0% | -9.8% | +12.9% | +4.5% |
| YTD | -12.2% | -7.3% | -4.9% | -11.5% |
| 1Y | +3.3% | -2.2% | +5.5% | +3.0% |
| 3Y | -8.2% | +11.9% | -20.1% | -11.2% |
| 5Y | -29.9% | -16.9% | -13.0% | -29.1% |
| All | +203.8% | -4.9% | +208.7% | +193.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TSN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling